Correlation
The correlation between AAUTX and SCHX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
AAUTX vs. SCHX
Compare and contrast key facts about Thrivent Large Cap Value Fund (AAUTX) and Schwab U.S. Large-Cap ETF (SCHX).
AAUTX is managed by Thrivent. It was launched on Oct 29, 1999. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AAUTX or SCHX.
Performance
AAUTX vs. SCHX - Performance Comparison
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Key characteristics
AAUTX:
0.56
SCHX:
0.77
AAUTX:
0.71
SCHX:
1.14
AAUTX:
1.10
SCHX:
1.17
AAUTX:
0.45
SCHX:
0.76
AAUTX:
1.63
SCHX:
2.86
AAUTX:
4.24%
SCHX:
5.06%
AAUTX:
16.23%
SCHX:
19.84%
AAUTX:
-55.77%
SCHX:
-34.33%
AAUTX:
-4.37%
SCHX:
-3.59%
Returns By Period
In the year-to-date period, AAUTX achieves a 2.20% return, which is significantly higher than SCHX's 0.99% return. Over the past 10 years, AAUTX has underperformed SCHX with an annualized return of 9.41%, while SCHX has yielded a comparatively higher 14.12% annualized return.
AAUTX
2.20%
4.06%
-4.23%
8.92%
7.80%
15.00%
9.41%
SCHX
0.99%
6.53%
-1.24%
15.26%
15.50%
16.69%
14.12%
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AAUTX vs. SCHX - Expense Ratio Comparison
AAUTX has a 0.86% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Risk-Adjusted Performance
AAUTX vs. SCHX — Risk-Adjusted Performance Rank
AAUTX
SCHX
AAUTX vs. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thrivent Large Cap Value Fund (AAUTX) and Schwab U.S. Large-Cap ETF (SCHX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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Dividends
AAUTX vs. SCHX - Dividend Comparison
AAUTX's dividend yield for the trailing twelve months is around 8.61%, more than SCHX's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAUTX Thrivent Large Cap Value Fund | 8.61% | 8.80% | 3.22% | 6.12% | 7.62% | 6.33% | 1.52% | 7.44% | 5.18% | 4.37% | 6.96% | 4.44% |
SCHX Schwab U.S. Large-Cap ETF | 1.22% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.93% | 2.04% | 1.76% |
Drawdowns
AAUTX vs. SCHX - Drawdown Comparison
The maximum AAUTX drawdown since its inception was -55.77%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for AAUTX and SCHX.
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Volatility
AAUTX vs. SCHX - Volatility Comparison
The current volatility for Thrivent Large Cap Value Fund (AAUTX) is 4.40%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 4.86%. This indicates that AAUTX experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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